Three reasons
1. In the US and most western countries, copyright law makes it illegal to duplicate software created by someone else (ie, Apple Computer, Inc.) Downloading OS X, or copying the CD that came with someone's Intel Mac, is thus against the law.
(And, of course, there is no way to buy the Intel version of OS X without buying an Intel Mac.)
2. The Licensing Agreement, often called a "EULA," specifically prohibits users from installing OS X on anything other than an Apple Mac. So even if you bought an Intel Mac and tried to install the copy of OS X that came with it on a PC, you'd be in trouble.
3. OS X includes copy-protection features designed to keep you from breaking the law (1) or the licensing agreement (2.) Circumventing these copy-protection features is a violation of the Digital Millennium Copyright Act, or DMCA, an unpopular but powerful law in the US. Several other countries have similar laws.